Artificial Intelligence Applied to Extreme Value Prediction of Non-Gaussian Processes with Bandwidth Effect and Non-monotonicity

2021 ◽  
Author(s):  
Jie Wang ◽  
Xiangyuan Zheng ◽  
Qingdong He
Keyword(s):  
Artificial Intelligence ◽  
Gaussian Processes ◽  
Extreme Value ◽  
Value Prediction ◽  
Non Gaussian

scholarly journals Structure factors for generalized grey Browinian motion

2019 ◽  
Vol 22 (2) ◽  
pp. 396-411
Author(s):  
José L. da Silva ◽  
Ludwig Streit
Keyword(s):  
Gaussian Processes ◽  
Form Factors ◽  
Analytic Form ◽  
Debye Function ◽  
Asymptotic Decay ◽  
Structure Factors ◽  
Closed Analytic Form ◽  
Non Gaussian

Abstract In this paper we investigate the form factors of paths for a class of non Gaussian processes. These processes are characterized in terms of the Mittag-Leffler function. In particular, we obtain a closed analytic form for the form factors, the Debye function, and can study their asymptotic decay.

Hermite Extreme Value Estimation of Non-Gaussian Wind Load Process on a Long-Span Roof Structure

2014 ◽  
Vol 140 (9) ◽  
pp. 04014061 ◽  
Author(s):  
M. F. Huang ◽  
Wenjuan Lou ◽  
Xiaotao Pan ◽  
C. M. Chan ◽  
Q. S. Li
Keyword(s):  
Wind Load ◽  
Extreme Value ◽  
Long Span ◽  
Roof Structure ◽  
Value Estimation ◽  
Non Gaussian

scholarly journals Gaussian and non-Gaussian processes of zero power variation

2015 ◽  
Vol 19 ◽  
pp. 414-439 ◽  
Author(s):  
Francesco Russo ◽  
Frederi Viens
Keyword(s):  
Gaussian Processes ◽  
Power Variation ◽  
Non Gaussian

Imbalanced regression and extreme value prediction

2020 ◽  
Vol 109 (9-10) ◽  
pp. 1803-1835
Author(s):  
Rita P. Ribeiro ◽  
Nuno Moniz
Keyword(s):  
Extreme Value ◽  
Value Prediction
Sign in / Sign up

Export Citation Format

Share Document